stock M has a standard deviation of 35%. stock N has a standard deviation of 35% as well. you combine some stock m and stock n and into a portfolio which now has a standard deviation of 0%. The reason you get such an incredibly effective diversification benefit to your portfolio must be because:

a. stock m and stock n and have a correlation of zero

b. stock M and stock N are independent of each other

c. stock M and Stock N are perfectly negatively correlated

d. stock m and n are perfect positively correlated